-63.4%
PINS vs TECK
+200.8%
-264.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -12.0% | -0.3% | -11.7% | -12.0% |
| 30D | -12.7% | +4.6% | -17.3% | -13.5% |
| 3M | -5.5% | +2.8% | -8.4% | -6.6% |
| 6M | +5.3% | +24.9% | -19.6% | -1.1% |
| YTD | -21.2% | +44.7% | -65.9% | -29.1% |
| 1Y | -45.0% | +112.0% | -157.0% | -55.6% |
| 3Y | -26.2% | +67.6% | -93.8% | -38.2% |
| All | -63.4% | +200.8% | -264.2% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling